Johnson-Lindenstrauss Lemma Beyond Euclidean Geometry
Chengyuan Deng, Jie Gao, Kevin Lu, Feng Luo, Cheng Xin
TL;DR
This work extends the Johnson-Lindenstrauss lemma to non-Euclidean data by (i) embedding dissimilarities in pseudo-Euclidean space with a $(p,q)$ signature and (ii) representing symmetric hollow dissimilarities as generalized power distances, enabling JL projections with controlled distortions. The first approach yields a JL guarantee where the squared $(p,q)$-distance is preserved up to a multiplicative factor modulated by the ratio to the Euclidean norm, while the second provides a power-distance JL lemma with an additive error term tied to a radius that encodes deviation from Euclidean geometry. Together, these results give fine-grained, geometry-aware guarantees and are backed by experiments on synthetic and real-world datasets that show superior performance relative to classical JL in non-Euclidean settings. The methods broaden the practical utility of dimensionality reduction for a wide class of non-Euclidean dissimilarities, with implications for clustering, similarity learning, and downstream analytics in heterogeneous data sources.
Abstract
The Johnson-Lindenstrauss (JL) lemma is a cornerstone of dimensionality reduction in Euclidean space, but its applicability to non-Euclidean data has remained limited. This paper extends the JL lemma beyond Euclidean geometry to handle general dissimilarity matrices that are prevalent in real-world applications. We present two complementary approaches: First, we show the JL transform can be applied to vectors in pseudo-Euclidean space with signature $(p,q)$, providing theoretical guarantees that depend on the ratio of the $(p, q)$ norm and Euclidean norm of two vectors, measuring the deviation from Euclidean geometry. Second, we prove that any symmetric hollow dissimilarity matrix can be represented as a matrix of generalized power distances, with an additional parameter representing the uncertainty level within the data. In this representation, applying the JL transform yields multiplicative approximation with a controlled additive error term proportional to the deviation from Euclidean geometry. Our theoretical results provide fine-grained performance analysis based on the degree to which the input data deviates from Euclidean geometry, making practical and meaningful reduction in dimensionality accessible to a wider class of data. We validate our approaches on both synthetic and real-world datasets, demonstrating the effectiveness of extending the JL lemma to non-Euclidean settings.
